A sufficient condition for the existence of an invariant probability measure for Markov processes

DOI10.1239/JAP/1127322035zbMath1086.60044OpenAlexW1967959540MaRDI QIDQ3367757

Oswaldo L. V. Costa, François Dufour

Publication date: 26 January 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1127322035

zbMATH Keywords

discrete timecontinuous timepetite setFoster-Lyapunov criterion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)

Related Items (3)

Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model ⋮ Ergodic properties and ergodic decompositions of continuous-time Markov processes ⋮ Foster-type criteria for Markov chains on general spaces

Cites Work

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• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Stability of Markovian processes I: criteria for discrete-time Chains
• Criteria for classifying general Markov chains
• [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]

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